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相关论文: Non-Maxwellian kinetic equations modeling the evol…

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We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

综合金融 · 定量金融 2025-05-22 Marco Menale , Giuseppe Toscani

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi,…

综合金融 · 定量金融 2015-06-18 Lorenzo Pareschi , Giuseppe Toscani

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

物理与社会 · 物理学 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

We introduce a class of one-dimensional linear kinetic equations of Boltzmann and Fokker--Planck type, describing the dynamics of individuals of a multi-agent society questing for high status in the social hierarchy. At the Boltzmann level,…

物理与社会 · 物理学 2020-06-05 Giacomo Dimarco , Giuseppe Toscani

Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…

偏微分方程分析 · 数学 2025-09-26 David W. Cohen , Merek Johnson , Bruce M. Boghosian

We reformulate the neutral wealth tax framework of Froeseth (2026; arXiv:2603.05264) in the language of stochastic dynamics and statistical physics. Individual wealth under geometric Brownian motion satisfies a Langevin equation with…

物理与社会 · 物理学 2026-04-17 Anders G Frøseth

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…

数学物理 · 物理学 2012-10-03 Simone Calogero

We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…

偏微分方程分析 · 数学 2025-11-18 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

We consider here a Fokker--Planck equation with variable coefficient of diffusion which appears in the modeling of the wealth distribution in a multi-agent society. At difference with previous studies, to describe a society in which agents…

数理金融 · 定量金融 2017-09-29 Marco Torregrossa , Giuseppe Toscani

The so-called "Yard-Sale Model" of wealth distribution posits that wealth is transferred between economic agents as a result of transactions whose size is proportional to the wealth of the less wealthy agent. In recent work [B.M. Boghosian,…

综合金融 · 定量金融 2014-07-28 Bruce M. Boghosian

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

统计力学 · 物理学 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time…

物理与社会 · 物理学 2018-10-25 Bertram Düring , Lorenzo Pareschi , Giuseppe Toscani

Bridging the gap between individual agent behavior and macroscopic societal patterns is a central challenge in the social sciences. In this work, we propose a solution to this problem via a kinetic theory formulation. We demonstrate that…

物理与社会 · 物理学 2025-11-13 Miguel A. Durán-Olivencia

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

偏微分方程分析 · 数学 2026-03-11 Giuseppe Toscani , Mattia Zanella

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

偏微分方程分析 · 数学 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

统计力学 · 物理学 2010-05-28 Giuseppe Toscani

The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete…

概率论 · 数学 2021-07-19 Bertram Düring , Nicos Georgiou , Enrico Scalas

A relativistic kinetic Fokker-Planck equation that has been recently proposed in the physical literature is studied. It is shown that, in contrast to other existing relativistic models, the one considered in this paper is invariant under…

数学物理 · 物理学 2011-05-16 José Antonio Alcántara Félix , Simone Calogero

We present a stochastic, agent-based, binary-transaction Asset-Exchange Model (AEM) for wealth distribution that allows for agents with negative wealth. This model retains certain features of prior AEMs such as redistribution and…

综合金融 · 定量金融 2018-02-16 Jie Li , Bruce M. Boghosian , Chengli Li

In this work, we examine a kinetic framework for modeling the time evolution of size distribution densities of two populations governed by predator-prey interactions. The model builds upon the classical Boltzmann-type equations, where the…

偏微分方程分析 · 数学 2025-11-27 Andrea Bondesan , Marco Menale , Giuseppe Toscani , Mattia Zanella
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